OREGO Differential-Algebraic Equation (DAE) Work-Precision Diagrams

Chris Rackauckas
using OrdinaryDiffEq, DiffEqDevTools, Sundials, ModelingToolkit, ODEInterfaceDiffEq,
      Plots, DASSL, DASKR
using LinearAlgebra

@variables t y1(t)=1.0 y2(t)=2.0 y3(t)=3.0
@parameters p1=77.27 p2=8.375e-6 p3=0.161
D = Differential(t)
eqs = [
  D(y1) ~ p1*(y2+y1*(1-p2*y1-y2))
  D(y2) ~ (y3-(1+y1)*y2)/p1
  D(y3) ~ p3*(y1-y3)
]
@named sys = ODESystem(eqs)
simpsys = structural_simplify(sys)
mmprob = ODEProblem(sys,[],(0.0,30.0))
daeprob = DAEProblem(sys,[D(y1)=>77.26935286375,
                              D(y2)=>-0.012941633234114146,
                              D(y3)=>-0.322],[],(0.0,30.0))
odaeprob = ODAEProblem(simpsys,[],(0.0,30.0))

ref_sol = solve(daeprob,IDA(),abstol=1/10^14,reltol=1/10^14);
ode_ref_sol = solve(odaeprob,CVODE_BDF(),abstol=1/10^14,reltol=1/10^14);

probs = [mmprob,daeprob,odaeprob]
refs = [ref_sol,ref_sol,ode_ref_sol];

plot(ref_sol)

High Tolerances

abstols = 1.0 ./ 10.0 .^ (6:9)
reltols = 1.0 ./ 10.0 .^ (2:5);
setups = [Dict(:prob_choice => 1, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 1, :alg=>Rodas4()),
          #Dict(:prob_choice => 1, :alg=>FBDF()),
          Dict(:prob_choice => 1, :alg=>QNDF()),
          Dict(:prob_choice => 1, :alg=>rodas()),
          Dict(:prob_choice => 1, :alg=>radau()),
          Dict(:prob_choice => 1, :alg=>RadauIIA5()),
          Dict(:prob_choice => 2, :alg=>DFBDF()),
          Dict(:prob_choice => 2, :alg=>IDA()),
]

wp = WorkPrecisionSet(probs,abstols,reltols,setups;print_names=true,
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

Rosenbrock23
Rodas4
QNDF
rodas
radau
RadauIIA5
DFBDF
IDA

setups = [Dict(:prob_choice => 1, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 1, :alg=>Rodas4()),
          Dict(:prob_choice => 2, :alg=>IDA()),
          Dict(:prob_choice => 3, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 3, :alg=>Rodas4()),
          Dict(:prob_choice => 3, :alg=>CVODE_BDF()),
          Dict(:prob_choice => 3, :alg=>TRBDF2()),
          Dict(:prob_choice => 3, :alg=>KenCarp4()),
          ]
wp = WorkPrecisionSet(probs,abstols,reltols,setups;
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

abstols = 1.0 ./ 10.0 .^ (6:8)
reltols = 1.0 ./ 10.0 .^ (2:4);
setups = [Dict(:prob_choice => 3, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 3, :alg=>Rodas4()),
          Dict(:prob_choice => 2, :alg=>IDA()),
          Dict(:prob_choice => 2, :alg=>DASSL.dassl()),
          Dict(:prob_choice => 2, :alg=>DASKR.daskr()),
          ]
wp = WorkPrecisionSet(probs,abstols,reltols,setups;
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

Timeseries Errors

abstols = 1.0 ./ 10.0 .^ (6:9)
reltols = 1.0 ./ 10.0 .^ (2:5);
setups = [Dict(:prob_choice => 1, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 1, :alg=>Rodas4()),
          #Dict(:prob_choice => 1, :alg=>FBDF()), # too slow
          Dict(:prob_choice => 1, :alg=>QNDF()),
          Dict(:prob_choice => 1, :alg=>rodas()),
          Dict(:prob_choice => 1, :alg=>radau()),
          Dict(:prob_choice => 1, :alg=>RadauIIA5()),
          Dict(:prob_choice => 2, :alg=>DFBDF()),
          Dict(:prob_choice => 2, :alg=>IDA()),
          ]
gr()
wp = WorkPrecisionSet(probs,abstols,reltols,setups;error_estimate = :l2,
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

abstols = 1.0 ./ 10.0 .^ (6:9)
reltols = 1.0 ./ 10.0 .^ (2:5);
setups = [Dict(:prob_choice => 1, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 1, :alg=>Rodas4()),
          Dict(:prob_choice => 2, :alg=>IDA()),
          Dict(:prob_choice => 3, :alg=>Rosenbrock23()),
          Dict(:prob_choice => 3, :alg=>Rodas4()),
          Dict(:prob_choice => 3, :alg=>CVODE_BDF()),
          Dict(:prob_choice => 3, :alg=>TRBDF2()),
          Dict(:prob_choice => 3, :alg=>KenCarp4()),
          ]
wp = WorkPrecisionSet(probs,abstols,reltols,setups;error_estimate = :l2,
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

Low Tolerances

This is the speed at lower tolerances, measuring what's good when accuracy is needed.

abstols = 1.0 ./ 10.0 .^ (7:12)
reltols = 1.0 ./ 10.0 .^ (4:9)

setups = [Dict(:prob_choice => 1, :alg=>Rodas5()),
          Dict(:prob_choice => 3, :alg=>Rodas5()),
          Dict(:prob_choice => 1, :alg=>Rodas4()),
          Dict(:prob_choice => 3, :alg=>Rodas4()),
          #Dict(:prob_choice => 1, :alg=>FBDF()),
          Dict(:prob_choice => 1, :alg=>QNDF()),
          Dict(:prob_choice => 1, :alg=>rodas()),
          Dict(:prob_choice => 1, :alg=>radau()),
          Dict(:prob_choice => 1, :alg=>RadauIIA5()),
          Dict(:prob_choice => 2, :alg=>DFBDF()),
          Dict(:prob_choice => 2, :alg=>IDA()),
          ]
gr()
wp = WorkPrecisionSet(probs,abstols,reltols,setups;
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

wp = WorkPrecisionSet(probs,abstols,reltols,setups;error_estimate = :l2,
                      save_everystep=false,appxsol=refs,maxiters=Int(1e5),numruns=10)
plot(wp)

Conclusion

Appendix

These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.

To locally run this benchmark, do the following commands:

using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/DAE","OregoDAE.jmd")

Computer Information:

Julia Version 1.6.5
Commit 9058264a69 (2021-12-19 12:30 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: AMD EPYC 7502 32-Core Processor
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-11.0.1 (ORCJIT, znver2)
Environment:
  BUILDKITE_PLUGIN_JULIA_CACHE_DIR = /cache/julia-buildkite-plugin
  JULIA_DEPOT_PATH = /cache/julia-buildkite-plugin/depots/5b300254-1738-4989-ae0a-f4d2d937f953

Package Information:

      Status `/cache/build/exclusive-amdci1-0/julialang/scimlbenchmarks-dot-jl/benchmarks/DAE/Project.toml`
  [165a45c3] DASKR v2.8.0
  [e993076c] DASSL v2.6.0
  [f3b72e0c] DiffEqDevTools v2.29.0
  [961ee093] ModelingToolkit v8.3.2
  [09606e27] ODEInterfaceDiffEq v3.10.1
  [1dea7af3] OrdinaryDiffEq v6.6.3
  [91a5bcdd] Plots v1.25.6
  [31c91b34] SciMLBenchmarks v0.1.0
  [c3572dad] Sundials v4.9.1

And the full manifest:

      Status `/cache/build/exclusive-amdci1-0/julialang/scimlbenchmarks-dot-jl/benchmarks/DAE/Manifest.toml`
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  [b53b4c65] libpng_jll v1.6.38+0
  [a9144af2] libsodium_jll v1.0.20+0
  [f27f6e37] libvorbis_jll v1.3.7+1
  [1270edf5] x264_jll v2021.5.5+0
  [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v0.9.1+5
  [0dad84c5] ArgTools
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8bb1440f] DelimitedFiles
  [8ba89e20] Distributed
  [f43a241f] Downloads
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [b27032c2] LibCURL
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions
  [44cfe95a] Pkg
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays
  [10745b16] Statistics
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML
  [a4e569a6] Tar
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll
  [deac9b47] LibCURL_jll
  [29816b5a] LibSSH2_jll
  [c8ffd9c3] MbedTLS_jll
  [14a3606d] MozillaCACerts_jll
  [4536629a] OpenBLAS_jll
  [05823500] OpenLibm_jll
  [efcefdf7] PCRE2_jll
  [bea87d4a] SuiteSparse_jll
  [83775a58] Zlib_jll
  [8e850ede] nghttp2_jll
  [3f19e933] p7zip_jll

Published from OregoDAE.jmd using Weave.jl v0.10.10 on 2022-01-25.